Portfolio Selection Based on C-Vine Pair-Copula Constructionsand Markowitz Mean-Variance Model
碩士 === 國立中央大學 === 統計研究所 === 100 === How to allocate his/her wealth among di erent investment tools more e ciently for individual investor is an important issue especially in the volatile economic situation. The stock index returns exhibit complex patterns of tail dependence which can be captured by...
Main Authors: | Yu-Zhe Kao, 高裕哲 |
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Other Authors: | Cheng-Der Fu |
Format: | Others |
Language: | en_US |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/75874115634150029510 |
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